Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs

DOI10.1016/j.camwa.2015.11.002zbMath1443.65266arXiv1503.00213OpenAlexW2193555388MaRDI QIDQ2007289

Clayton G. Webster, Guannan Zhang, Weidong Zhao, Max D. Gunzburger

Publication date: 12 October 2020

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.00213

zbMATH Keywords

superdiffusioncompound Poisson processbackward stochastic differential equation with jumps\(\theta\)-schemenonlocal diffusion equationsadaptive approximation

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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